Rolling Range

Computes the rolling range of a specified window size for a dataset. Range is the difference between the largest and smallest values in a set. Read more about range on Wikipedia https://en.wikipedia.org/wiki/Interval_(mathematics)

4 is the range of the set [2, 4, 6] because 6 (max) - 2 (min) = 4.

Provides a local view of volatility in a series over a moving window, useful in financial analysis for risk management.

• Microsoft Excel: RANGE
• Google Sheets: -
• Apple Numbers: -
• Python Pandas: df['column_name'].rolling(window=n).max() - df['column_name'].rolling(window=n).min()
• Related Words: calculate rolling range, find range over a window